1. Preheat your oven to 200°C (400°F).
2. Season the beef with salt and pepper. Sear it in a hot skillet until browned on all sides. Let it cool.
3. Finely chop the mushrooms and cook them in the same skillet until they release their moisture and become dry. Let them cool.
4. Lay out the prosciutto slices on a sheet of plastic wrap, overlapping them slightly. Spread the cooled mushrooms over the prosciutto.
5. Place the beef on top of the mushroom-covered prosciutto and use the plastic wrap to roll it up tightly. Chill in the fridge for 15 minutes.
6. Roll out the puff pastry on a floured surface. Remove the plastic wrap from the beef and place it in the center of the pastry. Brush the edges of the pastry with beaten egg yolks.
7. Fold the pastry over the beef, sealing the edges. Brush the top with more egg yolk.
8. Place the wrapped beef on a baking sheet and bake for 25-30 minutes, or until the pastry is golden brown and the beef is cooked to your liking.
9. Let the Beef Wellington rest for 10 minutes before slicing and serving.